North American Industry Classification System - Header
North American Industry Classification System - Header is an 6-character code used to group companies with similar products or services. It contains the most current NAICS code in the database. See North American Industry Classification System (NAICS) for additional detail on NAICS codes. N.B. this field includes data starting on 20040610.
North American Industry Classification System, 6-character industry code, at the end of period reported.
NAICS codes were adopted in 1997 and implemented in 1999, by the Office of Management and Budget (OMB), to replace the U.S. Standard Industrial Classification (SIC) system. The 6-character code is used to group establishments with similar products or services. While there are exceptions to the definition, an establishment “is generally a single, physical location at which economic activity occurs (e.g., store, factory, farm, etc.)”. NAICS was designed to encompass all fields of economic activities, producing and non-producing. Each establishment is assigned to one industry that matches its primary activity. The codes were developed by the US, Canada, and Mexico to provide a business activity standard throughout North America, to facilitate economic analyses of North America’s economies.
NAICS is a hierarchical code, containing up to six digits: The first two fields, NAICS sectors, designate general categories of economic activity, the third field, sub-sector, further defines the sector, the fourth field is the industry group, the fifth field is the NAICS industry, and the sixth field represents the national industry (a zero in the 6th digit generally indicates that the NAICS industry and the country industry are the same). For example, 1123 represents Poultry and Egg Production, 11231 represents Chick Egg Production, and 112310 represents Chicken Egg Production.
NAICS codes are available for securities in the CRSP database from August 24, 2001 onwards. Unknown NAICS codes are blank. For additional information on NAICS codes, please refer to the Executive Office of the President Office of Management and Budget’s most current North American Industry Classification System manual, or visit the US Census Bureau’s website at http://www.census.gov/epcd/www/naics. html.
In the December 2009 stock database, CRSP removed NAICS Codes provided by our source, Mergent, from our Stock Databases and replaced them with NAICS Codes from Interactive Data Corporation. Mergent was CRSP’s only source for NAICS beginning 20010824. The IDCI NAICS Codes begin 20040610.
Name Effective Date is the starting date of a set of security name information, stored in YYYYMMDDformat. If the CUSIP, Company Name, Ticker Symbol, Exchange Code, or s changes, CRSP adds a new name structure that records the change and the date the change became effective. Name Effective Date is the date associated with a specific name structure.
Unique integer assigned by NASDAQ to each company with a listed security on the NASDAQ exchange. If the company never traded an issue on The NASDAQ Stock Market, or is unknown, NASDAQ Company Number is set to 0. The NASDAQ Company Number may change if NASDAQ assigns a new number to an issue that CRSP considers to be the same company as a company that previously traded on the NASDAQ Stock Market.
Integer code indicating the issue's classification within NASD's internal business description categories, at the end of each period reported. This field is not available between April, 1998 and February, 2000. For a full list of codes and descriptions, see the NASDAQ Information Codes page in the Data Coding Schemes section.
NASDAQ Issue Number is a unique integer assigned by the National Association of Securities Dealers (NASD) to each listed security on The NASDAQ Stock Market. It is this issue-specific identifier which differentiates securities issued by the same company. If the issue number is unknown, the NASDAQ Issue Number is set to zero. If an NYSE/NYSE American security was ever traded on NASDAQ, this number is set to the last issue number assigned when it was trading on NASDAQ. The NASDAQ Issue Number in the CRSP Data File may change if NASDAQ assigns a new number to an issue CRSP considers to be a continuation of an existing issue.
Number of registered market makers for an issue trading on NASDAQ, at the end of the period reported. This contains a 0 if there are no active market makers at that time, or if the date falls in December of 1982 for a NASD Company Number less than 1025, or in February of 1986.
One-digit integer code indicating an issue's membership within the NASDAQ Market tier system.
Prior to June 15, 1992, transaction data was not available for NASDAQ SmallCap Securities. As of June 15, 1992 transaction data became available.
NASDAQ introduced a 3-tier market initiative in July 2006. As a result, the CRSP NASDAQ National Market Indicator (NMSIND) coding scheme was changed. Specifically:
Small-Cap - renamed Capital Market, CRSP code 4
National Market - split into two:
Global Market, CRSP code 5
Global Select Market, CRSP code 6
To achieve expected results, the subset functionality in the ts_print interface is labeled to reflect these changes. After July 1, 2006, SmallCap is renamed to Capital Market. National Market is renamed to Global Market. In addition, a subset of Global Market is identified as the Global Select Market.
Code
Description
0
Unknown or unavailable
1
The NASDAQ SmallCap Market before June 15, 1992
2
The NASDAQ National Market
3
The NASDAQ SmallCap Market after June 15, 1992
4
Capital Market (formerly SmallCap) after July 1, 2006
5
Global Market (formerly National Market) after July 1, 2006
6
Global Select Market - new subset of Global Market after July 1, 2006
Daily: NASDAQ Number of Trades contains the number of trades made on the NASDAQ Stock Market each date for a security. Trades on all exchanges are connected to NASDAQ's composite pricing network and all late trades are included in the count. If the number of trades is unavailable, the field is set to -99.
Number of trades is available only for issues trading on The NASDAQ Stock MarketSM. It is reported for all securities listed on The NASDAQ National Market since November 1, 1982, and all NASDAQ securities since June 15, 1992. Due to lack of sources, NASDAQ Number of Trades data are missing for 15 NASDAQ National Market securities in December, 1982, and all The NASDAQ National Market securities in February, 1986.
NASDAQ Traits End Date is the last date, in YYYYMMDD format, for which information in a NASDAQ information array structure is valid for a security. It is set to the last trading date before the next NASDAQ information event, or to 99999999 in the last structure.
New PERMCO is an integer link to a company assigned when an issue ceases trading as a result of a merger or exchange when shareholders receive some payment from the acquiring company. If New PERMNO is nonzero, New PERMCO is the PERMCO of that security. If New PERMNO is zero, New PERMCO can still be nonzero if the shareholders receive a payment from an acquiring company known to CRSP, but the payments are not primarily in the stock of the company. New PERMCO is zero if the company is unknown to CRSP or if the delisting does not represent a merger or exchange. See Acquiring PERMCO for companies associated with individual payments.
New PERMNO is an integer pointer to a new security assigned when an issue ceases trading as a result of a merger or exchange where shareholders receive stock in the acquiring company. The New PERMNO is the PERMNO of the primary security received from the acquiring company. It acts as a forward pointer, allowing the user to trace the ongoing history of surviving companies. New PERMNO may identify an issue that exists on a different CRSP Stock File. It is set to zero if there is no new primary security applicable, the issue is unknown, or the delisting does not represent a merger or exchange. The distribution history arrays contain an itemized record of all types of payments to shareholders in an exchange or merger. See Acquiring PERMNO for companies associated with individual payments.
Number of Index List Types is the number of lists available for INDNOs in an index set. It is set to one in index group and index series sets. If there are no data for a list, Number of Available Array Elements for the list is set to zero.
Number of Index Types is the number of indexes or portfolio time series available for INDNOs in an index set. In a series set, the Number of Index Types is always 1. In a group set, the Number of Index Types is always 17. Not all INDNOs have data for all available time series. If there are no data for one of the available time series, Begin of Valid Data and End of Valid Data of that time series are set to zero.
General Information
Primary Concepts
Base CRSPAccess Data Structures, Index Time Series
Number of Periods in Calendar is the number of periods in a CRSP calendar. This is the last calendar period with valid calendar or time series data. In daily, monthly, and weekly calendars, the last calendar period represents the last trading date with available prices. Annual and quarterly calendars are extended to the end of the next calendar year after the last day of prices.
General Information
Primary Concepts
Base CRSPAccess Data Structures, Index Time Series
Number of Portfolio Types is the maximum number of different portfolio methodologies available in a stock set. It is set to 9 in daily databases and 8 in monthly databases. If there are no data for a portfolio time series, Begin of Valid Data and End of Valid Data are both set to zero.
General Information
Primary Concepts
Portfolio Statistics and Assignment Arrays, Shares Outstanding Observations Array
Number of Rebalancing Types is the number of portfolio rebalancing arrays available for INDNOs in an index set. In a series set, Number of Rebalancing Types is always 1. In a group set, Number of Rebalancing Types is always 10. Not all INDNOs have rebalancing data for all available portfolios. If there are no rebalancing data for one of the available rebalancing series, Number of Array Elements Series for that array is set to zero.
Subscription Information
North American Industry Classification System - Header
North American Industry Classification System - Header is an 6-character code used to group companies with similar products or services. It contains the most current NAICS code in the database. See North American Industry Classification System (NAICS) for additional detail on NAICS codes. N.B. this field includes data starting on 20040610.
NAICs, End of Period
North American Industry Classification System, 6-character industry code, at the end of period reported.
NAICS codes were adopted in 1997 and implemented in 1999, by the Office of Management and Budget (OMB), to replace the U.S. Standard Industrial Classification (SIC) system. The 6-character code is used to group establishments with similar products or services. While there are exceptions to the definition, an establishment “is generally a single, physical location at which economic activity occurs (e.g., store, factory, farm, etc.)”. NAICS was designed to encompass all fields of economic activities, producing and non-producing. Each establishment is assigned to one industry that matches its primary activity. The codes were developed by the US, Canada, and Mexico to provide a business activity standard throughout North America, to facilitate economic analyses of North America’s economies.
NAICS is a hierarchical code, containing up to six digits: The first two fields, NAICS sectors, designate general categories of economic activity, the third field, sub-sector, further defines the sector, the fourth field is the industry group, the fifth field is the NAICS industry, and the sixth field represents the national industry (a zero in the 6th digit generally indicates that the NAICS industry and the country industry are the same). For example, 1123 represents Poultry and Egg Production, 11231 represents Chick Egg Production, and 112310 represents Chicken Egg Production.
NAICS codes are available for securities in the CRSP database from August 24, 2001 onwards. Unknown NAICS codes are blank. For additional information on NAICS codes, please refer to the Executive Office of the President Office of Management and Budget’s most current North American Industry Classification System manual, or visit the US Census Bureau’s website at http://www.census.gov/epcd/www/naics. html.
In the December 2009 stock database, CRSP removed NAICS Codes provided by our source, Mergent, from our Stock Databases and replaced them with NAICS Codes from Interactive Data Corporation. Mergent was CRSP’s only source for NAICS beginning 20010824. The IDCI NAICS Codes begin 20040610.
NAICs, End of Previous Period
North American Industry Classification System, 6-character industry code, at the end of period preceding the period reported.
NAICs, Most Recent
The most recently known North American Industry Classification System, 6-character industry code.
Name Effective Date
Name Effective Date is the starting date of a set of security name information, stored in YYYYMMDDformat. If the CUSIP, Company Name, Ticker Symbol, Exchange Code, or s changes, CRSP adds a new name structure that records the change and the date the change became effective. Name Effective Date is the date associated with a specific name structure.
NASDAQ Company Number
Unique integer assigned by NASDAQ to each company with a listed security on the NASDAQ exchange. If the company never traded an issue on The NASDAQ Stock Market, or is unknown, NASDAQ Company Number is set to 0. The NASDAQ Company Number may change if NASDAQ assigns a new number to an issue that CRSP considers to be the same company as a company that previously traded on the NASDAQ Stock Market.
NASD Index Code, End of Period
Integer code indicating the issue's classification within NASD's internal business description categories, at the end of each period reported. This field is not available between April, 1998 and February, 2000. For a full list of codes and descriptions, see the NASDAQ Information Codes page in the Data Coding Schemes section.
NASD Index Code, End of Previous Period
Integer code indicating the issue's classification within NASD's internal business description categories, at the end of the period preceding the period reported. For a full list of codes and descriptions, see the NASDAQ Information Codes page in the Data Coding Schemes section.
NASD Index Code, Most Recent
Integer code indicating the issue's most recent classification within NASD's internal business description categories. For a full list of codes and descriptions, see the NASDAQ Information Codes page in the Data Coding Schemes section.
NASDAQ Issue Number
NASDAQ Issue Number is a unique integer assigned by the National Association of Securities Dealers (NASD) to each listed security on The NASDAQ Stock Market. It is this issue-specific identifier which differentiates securities issued by the same company. If the issue number is unknown, the NASDAQ Issue Number is set to zero. If an NYSE/NYSE American security was ever traded on NASDAQ, this number is set to the last issue number assigned when it was trading on NASDAQ. The NASDAQ Issue Number in the CRSP Data File may change if NASDAQ assigns a new number to an issue CRSP considers to be a continuation of an existing issue.
NASDAQ Market Makers, End of Period
Number of registered market makers for an issue trading on NASDAQ, at the end of the period reported. This contains a 0 if there are no active market makers at that time, or if the date falls in December of 1982 for a NASD Company Number less than 1025, or in February of 1986.
NASDAQ Market Makers, End of Previous Period
Number of registered market makers for an issue trading on NASDAQ, at the end of the period preceding the period reported.
NASDAQ Market Makers, Most Recent
Number of registered market makers for an issue trading on NASDAQ, the most recently known value.
NASDAQ National Market Indicator, End of Period
One-digit integer code indicating an issue's membership within the NASDAQ Market tier system.
Prior to June 15, 1992, transaction data was not available for NASDAQ SmallCap Securities. As of June 15, 1992 transaction data became available.
NASDAQ introduced a 3-tier market initiative in July 2006. As a result, the CRSP NASDAQ National Market Indicator (NMSIND) coding scheme was changed. Specifically:
Small-Cap - renamed Capital Market, CRSP code 4
National Market - split into two:
Global Market, CRSP code 5
Global Select Market, CRSP code 6
To achieve expected results, the subset functionality in the ts_print interface is labeled to reflect these changes. After July 1, 2006, SmallCap is renamed to Capital Market. National Market is renamed to Global Market. In addition, a subset of Global Market is identified as the Global Select Market.
NASDAQ National Market Indicator, End of Previous Period
One-digit integer code indicating an issue's membership within the NASDAQ Market tier system, at the end of the previous period.
NASDAQ National Market Indicator, Most Recent
One-digit integer code indicating an issue's membership within the NASDAQ Market tier system, most recently known value.
NASDAQ Number of Trades
Daily: NASDAQ Number of Trades contains the number of trades made on the NASDAQ Stock Market each date for a security. Trades on all exchanges are connected to NASDAQ's composite pricing network and all late trades are included in the count. If the number of trades is unavailable, the field is set to -99.
Number of trades is available only for issues trading on The NASDAQ Stock MarketSM. It is reported for all securities listed on The NASDAQ National Market since November 1, 1982, and all NASDAQ securities since June 15, 1992. Due to lack of sources, NASDAQ Number of Trades data are missing for 15 NASDAQ National Market securities in December, 1982, and all The NASDAQ National Market securities in February, 1986.
Monthly: Not available.
NASDAQ Status Code, End of Period
One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of each period reported.
NASDAQ Status Code, End of Previous Period
One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of the period preceding each period reported.
NASDAQ Status Code, Most Recent
One-digit integer describing the most recently known trading status of an issue listed on NASDAQ.
NASDAQ Status Date
NASDAQ Traits End Date
NASDAQ Traits End Date is the last date, in YYYYMMDD format, for which information in a NASDAQ information array structure is valid for a security. It is set to the last trading date before the next NASDAQ information event, or to 99999999 in the last structure.
New PERMCO
New PERMCO is an integer link to a company assigned when an issue ceases trading as a result of a merger or exchange when shareholders receive some payment from the acquiring company. If New PERMNO is nonzero, New PERMCO is the PERMCO of that security. If New PERMNO is zero, New PERMCO can still be nonzero if the shareholders receive a payment from an acquiring company known to CRSP, but the payments are not primarily in the stock of the company. New PERMCO is zero if the company is unknown to CRSP or if the delisting does not represent a merger or exchange. See Acquiring PERMCO for companies associated with individual payments.
New PERMNO
New PERMNO is an integer pointer to a new security assigned when an issue ceases trading as a result of a merger or exchange where shareholders receive stock in the acquiring company. The New PERMNO is the PERMNO of the primary security received from the acquiring company. It acts as a forward pointer, allowing the user to trace the ongoing history of surviving companies. New PERMNO may identify an issue that exists on a different CRSP Stock File. It is set to zero if there is no new primary security applicable, the issue is unknown, or the delisting does not represent a merger or exchange. The distribution history arrays contain an itemized record of all types of payments to shareholders in an exchange or merger. See Acquiring PERMNO for companies associated with individual payments.
Number of Array Elements
Number of Array Elements is the count of actual event structures available in a CRSP event object for the current entity.
Number of Index List Types
Number of Index List Types is the number of lists available for INDNOs in an index set. It is set to one in index group and index series sets. If there are no data for a list, Number of Available Array Elements for the list is set to zero.
Number of Index Types
Number of Index Types is the number of indexes or portfolio time series available for INDNOs in an index set. In a series set, the Number of Index Types is always 1. In a group set, the Number of Index Types is always 17. Not all INDNOs have data for all available time series. If there are no data for one of the available time series, Begin of Valid Data and End of Valid Data of that time series are set to zero.
Number of Periods in Calendar
Number of Periods in Calendar is the number of periods in a CRSP calendar. This is the last calendar period with valid calendar or time series data. In daily, monthly, and weekly calendars, the last calendar period represents the last trading date with available prices. Annual and quarterly calendars are extended to the end of the next calendar year after the last day of prices.
Number of Portfolio Types
Number of Portfolio Types is the maximum number of different portfolio methodologies available in a stock set. It is set to 9 in daily databases and 8 in monthly databases. If there are no data for a portfolio time series, Begin of Valid Data and End of Valid Data are both set to zero.
Number of Rebalancing Types
Number of Rebalancing Types is the number of portfolio rebalancing arrays available for INDNOs in an index set. In a series set, Number of Rebalancing Types is always 1. In a group set, Number of Rebalancing Types is always 10. Not all INDNOs have rebalancing data for all available portfolios. If there are no rebalancing data for one of the available rebalancing series, Number of Array Elements Series for that array is set to zero.